Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001602 Open Interest is 541,783 : : Positions : : 50,835 189,915 193,824 12,760 30,894 60,975 70,681 50,748 19,086 31,952 89,217 : : : : Changes from: July 5, 2011 : : -917 308 -402 -177 2,480 -674 -6,265 3,018 -1,508 2,874 2,573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 35.1 35.8 2.4 5.7 11.3 13.0 9.4 3.5 5.9 16.5 : : : : Number of Traders in Each Category Total Traders: 414 : : 63 93 21 6 25 48 72 63 80 72 110 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - KANSAS CITY BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001612 Open Interest is 175,262 : : Positions : : 41,953 93,768 29,805 524 6,045 34,858 11,530 15,976 10,685 4,495 14,408 : : : : Changes from: July 5, 2011 : : 166 -2,859 1,074 6 452 -3,695 1,437 487 1,776 -46 1,393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 53.5 17.0 0.3 3.4 19.9 6.6 9.1 6.1 2.6 8.2 : : : : Number of Traders in Each Category Total Traders: 176 : : 46 63 15 . 7 27 15 19 24 17 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WHEAT - MINNEAPOLIS GRAIN EXCHANGE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #001626 Open Interest is 62,485 : : Positions : : 22,237 36,625 1,276 193 269 10,518 744 2,906 4,636 1,262 5,647 : : : : Changes from: July 5, 2011 : : 1,461 -1,838 29 193 269 -4,482 147 246 1,204 -188 476 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 58.6 2.0 0.3 0.4 16.8 1.2 4.7 7.4 2.0 9.0 : : : : Number of Traders in Each Category Total Traders: 87 : : 31 28 5 . . 12 . 7 16 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CORN - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #002602 Open Interest is 1,752,002 : : Positions : : 309,215 722,833 294,011 48,044 116,238 250,173 34,106 169,630 90,411 56,897 332,333 : : : : Changes from: July 5, 2011 : : -16,548 -8,522 -2,878 438 5,747 15,761 -9,489 7,171 -942 6,581 25,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 41.3 16.8 2.7 6.6 14.3 1.9 9.7 5.2 3.2 19.0 : : : : Number of Traders in Each Category Total Traders: 837 : : 248 363 17 13 28 103 40 83 127 132 189 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- OATS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #004603 Open Interest is 13,985 : : Positions : : 4,907 10,060 2,174 0 0 2,341 816 0 528 124 1,569 : : : : Changes from: July 5, 2011 : : 137 -23 11 0 0 -359 171 0 161 -0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 71.9 15.5 0.0 0.0 16.7 5.8 0.0 3.8 0.9 11.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 12 5 0 0 9 5 0 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ROUGH RICE - CHICAGO BOARD OF TRADE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #039601 Open Interest is 18,186 : : Positions : : 3,852 12,214 3,813 0 0 2,147 756 218 2,016 1,487 2,120 : : : : Changes from: July 5, 2011 : : -52 809 -125 0 0 -43 -776 -10 8 125 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 67.2 21.0 0.0 0.0 11.8 4.2 1.2 11.1 8.2 11.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 19 19 9 0 0 11 4 . 18 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LEAN HOGS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #054642 Open Interest is 298,815 : : Positions : : 30,019 130,002 84,738 4,504 3,120 58,326 19,633 23,768 11,151 15,708 60,441 : : : : Changes from: July 5, 2011 : : -227 9,612 432 -1,057 -1,213 5,633 -634 494 3,014 257 4,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 43.5 28.4 1.5 1.0 19.5 6.6 8.0 3.7 5.3 20.2 : : : : Number of Traders in Each Category Total Traders: 278 : : 42 66 17 . 11 70 31 48 38 38 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 40,000 POUNDS) : CFTC Code #057642 Open Interest is 439,901 : : Positions : : 53,089 192,337 113,077 5,239 6,148 97,624 17,222 43,038 3,940 10,253 92,696 : : : : Changes from: July 5, 2011 : : -7,016 7,186 276 -158 -682 6,465 -5,295 -1,480 337 -989 7,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 43.7 25.7 1.2 1.4 22.2 3.9 9.8 0.9 2.3 21.1 : : : : Number of Traders in Each Category Total Traders: 412 : : 81 159 17 5 11 78 37 67 37 52 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 50,000 POUNDS) : CFTC Code #061641 Open Interest is 48,036 : : Positions : : 4,921 9,249 6,562 323 551 14,597 1,382 1,524 1,526 1,700 10,239 : : : : Changes from: July 5, 2011 : : -220 -5 1 8 81 1,447 149 286 -244 -316 1,358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 19.3 13.7 0.7 1.1 30.4 2.9 3.2 3.2 3.5 21.3 : : : : Number of Traders in Each Category Total Traders: 178 : : 29 61 13 . 8 33 10 16 22 22 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 20,000 POUNDS) : CFTC Code #050642 Open Interest is 4,533 : : Positions : : 3,603 3,354 0 0 0 0 0 0 120 848 102 : : : : Changes from: July 5, 2011 : : 139 117 0 0 0 0 0 0 0 -1 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 74.0 0.0 0.0 0.0 0.0 0.0 0.0 2.6 18.7 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 0 0 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MILK, Class III - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052641 Open Interest is 53,917 : : Positions : : 25,098 27,262 0 1,876 29 4,889 0 362 3,505 1,777 12,181 : : : : Changes from: July 5, 2011 : : 485 524 0 10 0 476 0 -17 147 79 623 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 50.6 0.0 3.5 0.1 9.1 0.0 0.7 6.5 3.3 22.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 36 37 0 . . 8 0 . 22 5 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CME MILK IV - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 200,000 POUNDS) : CFTC Code #052644 Open Interest is 4,155 : : Positions : : 1,997 3,317 0 0 0 0 0 0 1,928 54 36 : : : : Changes from: July 5, 2011 : : 75 31 0 0 0 0 0 0 -6 54 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 79.8 0.0 0.0 0.0 0.0 0.0 0.0 46.4 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 12 0 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEANS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) : CFTC Code #005602 Open Interest is 701,473 : : Positions : : 142,078 316,975 142,668 15,215 32,049 106,172 26,247 66,521 21,593 28,632 132,347 : : : : Changes from: July 5, 2011 : : -22,142 6,748 -1,370 -1,580 2,171 11,829 -10,865 -1,535 -1,128 2,154 6,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 45.2 20.3 2.2 4.6 15.1 3.7 9.5 3.1 4.1 18.9 : : : : Number of Traders in Each Category Total Traders: 529 : : 105 176 20 7 24 89 31 68 69 110 129 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SOYBEANS - CHICAGO BOARD OF TRADE (Contracts of 1,000 Bushels) : CFTC Code #005603 Open Interest is 22,280 : : Positions : : 3 5,011 0 0 0 172 0 0 19,381 1,565 112 : : : : Changes from: July 5, 2011 : : -3 53 0 0 0 172 0 0 526 -58 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 22.5 0.0 0.0 0.0 0.8 0.0 0.0 87.0 7.0 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : . 13 0 0 0 . 0 0 16 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN OIL - CHICAGO BOARD OF TRADE (CONTRACTS OF 60,000 POUNDS) : CFTC Code #007601 Open Interest is 325,971 : : Positions : : 84,013 188,072 73,806 867 10,543 52,047 24,114 20,593 16,669 17,109 37,261 : : : : Changes from: July 5, 2011 : : -5,096 13,633 -294 -712 -745 3,506 -8,594 -1,519 1,689 -2,282 -1,041 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 57.7 22.6 0.3 3.2 16.0 7.4 6.3 5.1 5.2 11.4 : : : : Number of Traders in Each Category Total Traders: 244 : : 50 61 16 . 13 42 29 25 36 36 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOYBEAN MEAL - CHICAGO BOARD OF TRADE (CONTRACTS OF 100 TONS) : CFTC Code #026603 Open Interest is 197,799 : : Positions : : 68,367 98,389 18,893 4,134 2,819 30,672 18,244 15,185 5,280 8,737 21,752 : : : : Changes from: July 5, 2011 : : -12,391 -4,279 -33 -535 -578 241 -6,846 -2,486 -1,026 615 -2,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 49.7 9.6 2.1 1.4 15.5 9.2 7.7 2.7 4.4 11.0 : : : : Number of Traders in Each Category Total Traders: 165 : : 48 51 12 . 11 30 16 17 15 21 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COTTON NO. 2 - ICE FUTURES U.S. (CONTRACTS OF 50,000 POUNDS) : CFTC Code #033661 Open Interest is 227,679 : : Positions : : 42,634 114,207 47,219 17,753 13,948 36,204 8,623 12,388 13,760 1,804 47,695 : : : : Changes from: July 5, 2011 : : 1,367 1,892 -329 1,272 1,186 106 2,141 -232 1,494 -1,651 5,626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 50.2 20.7 7.8 6.1 15.9 3.8 5.4 6.0 0.8 20.9 : : : : Number of Traders in Each Category Total Traders: 239 : : 32 46 19 16 20 65 23 37 48 19 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. (CONTRACTS OF 15,000 POUNDS) : CFTC Code #040701 Open Interest is 42,755 : : Positions : : 6,014 32,577 4,121 1,904 7 20,067 0 520 1,230 366 5,936 : : : : Changes from: July 5, 2011 : : 262 83 -61 7 -25 -157 -60 -49 44 28 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 76.2 9.6 4.5 0.0 46.9 0.0 1.2 2.9 0.9 13.9 : : : : Number of Traders in Each Category Total Traders: 113 : : 16 21 7 5 . 46 0 . 21 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COCOA - ICE FUTURES U.S. (CONTRACTS OF 10 METRIC TONS) : CFTC Code #073732 Open Interest is 197,375 : : Positions : : 73,067 111,386 24,450 10,225 4,869 40,346 22,263 20,182 4,352 2,187 19,381 : : : : Changes from: July 5, 2011 : : 1,221 3,160 -136 438 479 -15 -1,472 253 60 -413 1,706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 56.4 12.4 5.2 2.5 20.4 11.3 10.2 2.2 1.1 9.8 : : : : Number of Traders in Each Category Total Traders: 180 : : 33 42 19 6 9 50 27 30 18 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SUGAR NO. 11 - ICE FUTURES U.S. (CONTRACTS OF 112,000 POUNDS) : CFTC Code #080732 Open Interest is 845,922 : : Positions : : 132,388 414,965 151,559 79,402 60,411 182,193 25,307 47,294 30,623 7,546 145,671 : : : : Changes from: July 5, 2011 : : 7,355 16,443 -775 632 4,401 -2,225 -5,461 7,279 2,927 -2,375 22,821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 49.1 17.9 9.4 7.1 21.5 3.0 5.6 3.6 0.9 17.2 : : : : Number of Traders in Each Category Total Traders: 242 : : 48 61 17 13 26 62 16 32 36 34 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COFFEE C - ICE FUTURES U.S. (CONTRACTS OF 37,500 POUNDS) : CFTC Code #083731 Open Interest is 160,645 : : Positions : : 46,216 75,049 31,193 8,681 10,193 20,092 12,586 7,715 648 2,734 37,186 : : : : Changes from: July 5, 2011 : : 458 -1,223 -217 251 -970 -83 1,698 551 -252 -295 -1,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 46.7 19.4 5.4 6.3 12.5 7.8 4.8 0.4 1.7 23.1 : : : : Number of Traders in Each Category Total Traders: 321 : : 90 101 19 14 18 55 38 41 31 53 64 : ----------------------------------------------------------------------------------------------------------------
Updated July 15, 2011